My guess is that piano may be slightly out of tune. What you describe is the beat frequency of 2 or more strings that are not quite in tune. If oyu hit or pluck 1 string then hit or pluck another that is out of tune, they will sound as 2 distinct notes. As you tighten the 2d string to match the 1st, you will hear a distinct wavering, rapid at first, then as they approach in-tunedness, the wavering slows, then disappears. You say you hear it on more than 1 CD - maybe pianos are harder to keep in tune than we think.
It seems hard to believe cables could store and release enough energy to produce something so clearly audible, especially since the storage times are so short (they occur at the speed of electricity, which is much faster than sound), and since the amount of energy storage is so short. In order to get a beat frequency, the cable would have to be altering the frequency of the signal it is storing and releasing. My understanding - tho limited- is that cables store and relesase a tiny fraction of the signal, resulting in out of phasse remnants dumping back into the signal, but still the same frequencies, with differences in amplitude relationships. The effects I've heard from cable changes are more of a focussing of low level detail, and changes in dynamics, especially at frequency extremes. It is unusual for any component other than a source (i.e. a wobly turntable, stretching tape, etc, as mentioned) to be able to change the actual content of the music.
I've also heard clipping sounds coming from tweeters. This happens when there is a lot of upper midrange content, like soprtanos, fairly high piano notes, especially fairly pure tones, held for a while. I think it is the tweeter screaming its head off at the lower end of its range before crossing over to the midrange. While it may not sound like the music's that loud, it is the same proinciple as driving a bookshelf speaker with very large amounts of bass - you get similar distortions.